WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,577
COMMITMENTS
122,654 225,003 80,717 192,439 88,546 395,810 394,266 41,767 43,311
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -5,301)
2,525 11,268 1,507 -6,655 -18,067 -2,623 -5,292 -2,678 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 51.4 18.4 44.0 20.2 90.5 90.1 9.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
134 140 111 111 85 303 292
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 215,138
COMMITMENTS
62,447 98,535 22,985 110,259 70,664 195,691 192,184 19,447 22,954
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -6,785)
3,732 4,086 -1,853 -5,548 -6,120 -3,669 -3,887 -3,116 -2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 45.8 10.7 51.3 32.8 91.0 89.3 9.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
70 67 55 83 68 183 171
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,325,794
COMMITMENTS
363,529 440,354 188,504 632,941 524,681 1184974 1153539 140,820 172,255
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -29,925)
10,702 62,727 -24,543 -9,243 -50,187 -23,084 -12,003 -6,841 -17,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 33.2 14.2 47.7 39.6 89.4 87.0 10.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
155 185 160 243 272 487 557
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,539
COMMITMENTS
3,448 3,663 608 3,489 3,922 7,545 8,193 2,994 2,346
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 191)
296 335 85 -104 -430 277 -10 -86 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 34.8 5.8 33.1 37.2 71.6 77.7 28.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 16 5 14 11 26 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 701,548
COMMITMENTS
134,023 212,014 125,065 379,921 296,063 639,009 633,142 62,539 68,406
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -12,280)
-15,676 32,938 3,128 -1,840 -40,821 -14,388 -4,755 2,108 -7,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 30.2 17.8 54.2 42.2 91.1 90.2 8.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
129 209 190 146 158 402 470
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,682
COMMITMENTS
118,689 57,515 74,747 151,996 220,132 345,432 352,394 36,250 29,288
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -26,949)
-6,412 5,983 -9,611 -8,395 -23,818 -24,418 -27,446 -2,531 497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 15.1 19.6 39.8 57.7 90.5 92.3 9.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
95 65 106 74 76 229 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 542,518
COMMITMENTS
94,115 70,025 14,036 288,610 320,808 396,761 404,869 145,757 137,649
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -3,821)
9,519 8,433 -522 9,208 2,976 18,205 10,887 -22,026 -14,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 12.9 2.6 53.2 59.1 73.1 74.6 26.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
37 28 18 65 69 109 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,033
COMMITMENTS
49,366 142,220 8,161 426,102 390,198 483,629 540,579 140,404 83,454
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -38,261)
-12,313 -4,311 950 -8,864 -30,527 -20,227 -33,888 -18,034 -4,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 22.8 1.3 68.3 62.5 77.5 86.6 22.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 16 8 59 48 76 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,208
COMMITMENTS
760 638 667 2,465 2,601 3,892 3,906 316 302
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -276)
136 178 -317 -169 -227 -350 -366 74 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 15.2 15.9 58.6 61.8 92.5 92.8 7.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 2 11 12 18 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 393,496
COMMITMENTS
70,941 120,446 63,125 210,850 165,149 344,916 348,720 48,580 44,776
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -20,302)
43 2,973 -4,531 -11,268 -17,707 -15,756 -19,265 -4,546 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 30.6 16.0 53.6 42.0 87.7 88.6 12.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
78 98 81 98 74 225 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,665
COMMITMENTS
1,863 4,649 662 7,095 4,606 9,620 9,917 2,045 1,748
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -718)
371 17 -489 -425 -368 -543 -840 -175 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 39.9 5.7 60.8 39.5 82.5 85.0 17.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 28 16 19 9 50 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,068,941
COMMITMENTS
190,051 228,093 26,527 736,508 664,937 953,086 919,557 115,855 149,384
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -80,589)
-3,428 -13,593 -8,505 -39,453 -50,408 -51,386 -72,506 -29,203 -8,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 21.3 2.5 68.9 62.2 89.2 86.0 10.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
47 57 36 101 103 171 174
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,909,117
COMMITMENTS
475,157 472,603 130,836 1932900 1883228 2538893 2486667 370,224 422,450
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -177,422)
-62,380 19,725 33,050 -106,443 -208,428 -135,773 -155,653 -41,649 -21,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 16.2 4.5 66.4 64.7 87.3 85.5 12.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
78 80 58 138 152 251 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,644,923
COMMITMENTS
293,216 420,767 97,182 1974659 1772152 2365057 2290101 279,866 354,822
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -53,035)
-19,798 -10,010 32,307 -10,979 -27,648 1,530 -5,351 -54,565 -47,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 15.9 3.7 74.7 67.0 89.4 86.6 10.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
49 61 41 105 133 177 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 725,225
COMMITMENTS
32,567 75,198 115,691 553,324 492,501 701,582 683,390 23,643 41,835
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -60,949)
1,513 -35,615 1,471 -65,694 -27,154 -62,710 -61,298 1,761 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 10.4 16.0 76.3 67.9 96.7 94.2 3.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 33 29 43 49 76 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,216
COMMITMENTS
7,514 5,414 368 17,662 18,615 25,544 24,397 5,672 6,819
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,264)
686 -153 100 599 2,944 1,384 2,892 880 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 17.3 1.2 56.6 59.6 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 12 6 33 25 60 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,431
COMMITMENTS
15,028 10,827 736 35,323 37,230 51,087 48,793 11,344 13,638
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,527)
1,371 -305 200 1,197 5,888 2,768 5,783 1,759 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 17.3 1.2 56.6 59.6 81.8 78.2 18.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 12 6 33 25 60 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,044
COMMITMENTS
15,239 16,355 905 1,581 680 17,725 17,940 319 104
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 797)
987 875 -33 -156 0 798 842 -1 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.5 90.6 5.0 8.8 3.8 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 14 4 1 1 18 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,345
COMMITMENTS
22,591 12,550 593 9,058 19,065 32,242 32,208 103 137
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,651)
1,388 193 316 -47 1,111 1,657 1,620 -6 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.8 38.8 1.8 28.0 58.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 15 3 6 20 16 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,718
COMMITMENTS
38,700 12,121 6 2,898 29,550 41,604 41,677 114 41
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,632)
2,406 -1,582 6 -761 3,264 1,651 1,688 -19 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
92.8 29.1 0.0 6.9 70.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 14 1 5 14 15 28
Updated March 4, 2016